+17.6%
PM vs FDS
-20.8%
+38.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +1.5% |
| 7D | -1.3% | -5.4% | +4.1% | -0.9% |
| 30D | -2.6% | +1.6% | -4.1% | -2.7% |
| 3M | +5.8% | +17.7% | -11.9% | +4.7% |
| 6M | +10.6% | +29.1% | -18.5% | +8.9% |
| YTD | +17.2% | +1.0% | +16.2% | +19.9% |
| 1Y | +17.6% | -21.6% | +39.3% | +25.4% |
| All | +17.6% | -20.8% | +38.5% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling